I'm sure no one else is having these two problems since I haven't seen them mentioned here. It's leading me more and more to realize that computers are as much to blame, if not more so, than Adobe, for all these weird problems. Anyway, here's the latest.
When working with proxies, for some reason I find that PPro runs a LOT smoother if I work with my original 4K files instead. And I'm talking compared to DNxHD SD 720p proxies!
Also, I noticed for the first time today (and rebooting didn't help) that when I switched to proxies, as soon as I dropped Primatte Keyer (or even Ultra Key) onto a clip, the video would skip ahead like 1 full second or more, but the audio stayed the same. I didn't notice until after I did a test encode that my audio was way off. But if I do my keying on my original 4K footage there's no problem, on top of the fact mentioned above, that the 4K footage behaves a lot more smoothly.